Sydney police are investigating death threats made against the 2Day FM DJs who made the royal hoax call that may have contributed to the suicide of a British nurse.

Mel Greig and Michael Christian impersonated the Queen and Prince Charles when they made a hoax call to the hospital, answered by Jacintha Saldanha who transferred the pair to the royal ward.

The mother-of-two was duped by the Australian DJs who were seeking details about Prince William's pregnant wife Catherine, who was receiving treatment for acute morning sickness.

Detectives are holding discussions with the radio station’s management, the spokeswoman said, but she could not comment on reports that Southern Cross Austereo had moved about a dozen staff into hotels and hired bodyguards for executives in the wake of the suspected suicide of the nurse.